Pages that link to "Item:Q5854328"
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The following pages link to A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES (Q5854328):
Displaying 6 items.
- THE SQUARED ORNSTEIN‐UHLENBECK MARKET (Q4673668) (← links)
- Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
- TRADING MULTIPLE MEAN REVERSION (Q5066298) (← links)
- Generalised Lyapunov Functions and Functionally Generated Trading Strategies (Q5207794) (← links)
- Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework (Q6490771) (← links)
- Optimal pair trading: consumption-investment problem with finite and infinite horizon (Q6636980) (← links)